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ZKB Call Warrant auf
BASF SE

ISIN: CH1305143195 Security: 130514319 Symbol: BAS3BZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -26.47%
Year to date (YTD) n.a.
1 month -38.10%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue48.87
Premium0.12%
Premium p.a.0.21%
Leverage8.03
Implied volatility0.24

Reference data

ISIN CH1305143195
Symbol BAS3BZ
Security 130514319
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 50.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.03.2024

Key figures

Premium 12.35%
Premium p.a. 21.17%
Leverage 18.14
Implied volatility 24.24%
Moneyness out-of-the-money
Leverage 8.0313
Delta 0.4429
Gamma 0.0024
Theta -0.0005
Rho 0.0051
Vega 0.0068
Fair value 0.13
Intrinsic value n.a.
Break-even 52.58
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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